Trading Metrics calculated at close of trading on 15-Dec-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2021 |
15-Dec-2021 |
Change |
Change % |
Previous Week |
Open |
1,787.6 |
1,771.9 |
-15.7 |
-0.9% |
1,787.7 |
High |
1,789.8 |
1,781.3 |
-8.5 |
-0.5% |
1,794.3 |
Low |
1,766.1 |
1,753.0 |
-13.1 |
-0.7% |
1,770.4 |
Close |
1,772.3 |
1,764.5 |
-7.8 |
-0.4% |
1,784.8 |
Range |
23.7 |
28.3 |
4.6 |
19.4% |
23.9 |
ATR |
22.0 |
22.5 |
0.4 |
2.0% |
0.0 |
Volume |
153,249 |
161,101 |
7,852 |
5.1% |
610,032 |
|
Daily Pivots for day following 15-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,851.2 |
1,836.1 |
1,780.1 |
|
R3 |
1,822.9 |
1,807.8 |
1,772.3 |
|
R2 |
1,794.6 |
1,794.6 |
1,769.7 |
|
R1 |
1,779.5 |
1,779.5 |
1,767.1 |
1,772.9 |
PP |
1,766.3 |
1,766.3 |
1,766.3 |
1,763.0 |
S1 |
1,751.2 |
1,751.2 |
1,761.9 |
1,744.6 |
S2 |
1,738.0 |
1,738.0 |
1,759.3 |
|
S3 |
1,709.7 |
1,722.9 |
1,756.7 |
|
S4 |
1,681.4 |
1,694.6 |
1,748.9 |
|
|
Weekly Pivots for week ending 10-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,854.9 |
1,843.7 |
1,797.9 |
|
R3 |
1,831.0 |
1,819.8 |
1,791.4 |
|
R2 |
1,807.1 |
1,807.1 |
1,789.2 |
|
R1 |
1,795.9 |
1,795.9 |
1,787.0 |
1,789.6 |
PP |
1,783.2 |
1,783.2 |
1,783.2 |
1,780.0 |
S1 |
1,772.0 |
1,772.0 |
1,782.6 |
1,765.7 |
S2 |
1,759.3 |
1,759.3 |
1,780.4 |
|
S3 |
1,735.4 |
1,748.1 |
1,778.2 |
|
S4 |
1,711.5 |
1,724.2 |
1,771.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,792.8 |
1,753.0 |
39.8 |
2.3% |
19.7 |
1.1% |
29% |
False |
True |
137,275 |
10 |
1,794.3 |
1,753.0 |
41.3 |
2.3% |
18.7 |
1.1% |
28% |
False |
True |
137,833 |
20 |
1,875.9 |
1,753.0 |
122.9 |
7.0% |
23.2 |
1.3% |
9% |
False |
True |
133,750 |
40 |
1,881.9 |
1,753.0 |
128.9 |
7.3% |
23.1 |
1.3% |
9% |
False |
True |
79,137 |
60 |
1,881.9 |
1,723.7 |
158.2 |
9.0% |
22.9 |
1.3% |
26% |
False |
False |
54,169 |
80 |
1,881.9 |
1,723.7 |
158.2 |
9.0% |
22.6 |
1.3% |
26% |
False |
False |
41,165 |
100 |
1,881.9 |
1,680.0 |
201.9 |
11.4% |
22.7 |
1.3% |
42% |
False |
False |
33,380 |
120 |
1,881.9 |
1,680.0 |
201.9 |
11.4% |
22.1 |
1.3% |
42% |
False |
False |
28,133 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,901.6 |
2.618 |
1,855.4 |
1.618 |
1,827.1 |
1.000 |
1,809.6 |
0.618 |
1,798.8 |
HIGH |
1,781.3 |
0.618 |
1,770.5 |
0.500 |
1,767.2 |
0.382 |
1,763.8 |
LOW |
1,753.0 |
0.618 |
1,735.5 |
1.000 |
1,724.7 |
1.618 |
1,707.2 |
2.618 |
1,678.9 |
4.250 |
1,632.7 |
|
|
Fisher Pivots for day following 15-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
1,767.2 |
1,772.9 |
PP |
1,766.3 |
1,770.1 |
S1 |
1,765.4 |
1,767.3 |
|